+13,444.1%
GOOG vs FITB
+122.8%
+13,321.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -6.8% | -4.7% | -2.1% | -6.0% |
| 3M | -9.1% | +6.7% | -15.8% | -10.3% |
| 6M | +10.7% | +12.6% | -1.8% | +8.0% |
| YTD | +7.1% | +19.1% | -12.1% | +3.1% |
| 1Y | +44.6% | +22.6% | +22.0% | +38.3% |
| 3Y | +147.4% | +127.1% | +20.3% | +108.0% |
| 5Y | +133.8% | +71.8% | +62.0% | +104.9% |
| 10Y | +777.5% | +287.2% | +490.3% | +533.2% |
| All | +13,444.1% | +122.8% | +13,321.3% | +9,810.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling